实验八 格兰杰因果关系检验

1、实验八格兰杰因果关系检验一、因果关系等同于相关关系吗？从一个回归关系式我们并不能确定变量之间是否具有因果关系二、Granger因果检验X是Y的原因，必须满足两个条件(1)X应该有助于预测Y(2)Y不应当有助于预测X实验目的】掌握格兰杰因果检验的基本思想实验数据】序SZSH序SZSH序SZSH序SZSH号号号号1336.561125.82201430.461465.23401604.011950.66601638.72161.342334.891119.97202434.751471.38402607.581959.31602635.832146.243338.31132.59203432.44

2、1464.03403612.171972.04603637.372140.984339.181137.73204428.281450.15404615.671979.1604636.782146.545349.841168.81205426.021443.91405613.21988.94605644.912150.276351.111172.81206426.971450.33406612.991979.51606643.82179.627346.441158.87207426.651451.54407603.261978.43607633.432169.018344.11148.15208

3、422.051431.32408588.981946.75608626.482136.459342.691148.66209429.921462.79409594.841903.15609619.542112.2610339.641137.31210436.871482.45410590.081922.29610611.512094.0111344.871153.12211432.851468.47411584.441907.31611577.882065.7312346.931158.55212431.061464.59412578.931891.98612566.511956.821334

4、5.061151.37213431.511462.99413583.161875.91613587.291920.3214347.831158.5214429.51454.58414590.711887.83614578.441986.9315348.771162.35215426.351444.24415583.11914.09615579.371957.0316343.951148.12216427.211444.51416590.371889.29616557.511958.717340.751138.21217423.821435.47417592.911910.16617564.14

5、1882.1318343.851146.49218423.941434.97418600.141915.35618562.031903.9319340.781140.98219428.421447.12419598.111942.15619572.811895.1720340.691134.67220424.361435.84420595.181933.73620580.951924.5921337.681120.53221424.671437.23421593.631926.32621581.391955.0422338.811125.01222422.261427422589.511917

6、.92622575.421955.123335.591116.87223422.71428.26423591.251902.81623578.361939.5424330.091103.5224421.041424.85424597.071909.49624570.531947.3625322.761081.44225418.811416.73425592.621922.85625570.621919.6426316.561065.82226423.31428.94426602.251913.42626575.34192427324.221090.09227419.421417.1142760

7、6.61947.46627578.481934.4928327.841097.98228422.251422.26428607.211958.94628569.931938.8829328.791100.92229429.841451.06429611.41956.34629571.361903.4530336.121128.74230424.281434.87430606.291977.25630566.131902.9931336.541128.95231419.381419.55431607.891967.67631547.271886.832339.761132.36232412.35

8、1395.5432609.511967.41632552.451827.2533342.751142.11233409.751387.51433605.021973.58633553.881843.3934341.351136.94234403.81369.46434609.491961.29634549.691847.5435340.461132.74235399.351355.37435611.771977.36635548.481839.6436346.641149.93236395.691345.35436611.371984.26636543.391834.1437349.13115

9、8.7237396.331348.82437614.031981.63637557.571817.1938350.591164.64238399.221356.93438614.871991.17638558.621862.3639350.261166.93239402.181366.58439618.671997.08639556.461868.2740347.891159.1240414.691406.37440625.712012.91640538.971861.5641344.671151.99241415.961409.68441629.562032.48641552.281808.

10、8542351.031172.93242433.061463.94442636.592047.46642552.981856.5343351.471172.74243449.161516.6443640.372070.79643545.771863.7844351.51170.95244458.731545.11444640.182085.12644542.911852.6145350.721169.03245439.991479.78445645.282081.91645534.81839.9146346.391156.85246427.941438.02446643.982095.9864

11、6521.571818.3947347.581161.12247425.151424.44447645.822093.24647525.951784.6148350.891169.49248420.471408.85448644.732101.39648532.931798.6349346.351157.51249427.461433.33449652.582097.98649531.041822.750348.241158.05250427.821426.62450654.372113.3650526.291818.4251350.381168.5251434.061440.72451633

12、.42119.44651522.481807.0252353.391184.4252441.421466.86452633.332053.37652521.431794.9653356.291194.47253443.721465.09453642.332049.67653514.441793.8954356.761199.6254451.781477.34454638.172079.4654512.961767.8255357.191201.63255451.851476.51455639.222067.5655512.981764.9456356.141202.47256453.58148

13、1.12456642.752070.616565011764.8857355.081205.14257460.741506.77457647.412081.84657506.741726.5458351.441195.34258469.651535458645.982092.14658488.711744.6459347.771178.19259512.241673.94459638.932091.67659475.351686.6260349.551181.52260514.891670.67460635.892075.63660488.661638.3361344.781170.62261

14、527.111693.11461637.242075.04661484.451691.3362342.711166.24262509.791640.65462627.632073.1663342.061159.47263518.961668.09463632.692046.0864345.081171.6264521.711677.14464632.552059.0565339.141144.07265504.621632.29465631.642056.1266337.771137.16266490.951594.93466628.822051.0867342.371140267504.82

15、1634.31467630.282039.3668337.011112.79268503.971631.58468630.912044.5569329.591091.7269526.181704.86469637.072049.0370327.511091.09270524.641714.58470637.572071.2771333.761116.41271523.831697.74471634.922076.8972336.31120.93272532.141738.02472632.912069.7773334.281111.76273511.431681.09473635.082068

16、.1774335.021116.93274517.991694.8474628.512076.2775338.431128.22275526.791726.03475629.92058.2476335.051120.74276526.571732.35476635.732053.777319.531071.93277519.341705.05477644.662073.4878326.011095.4278528.341728.88478649.752103.4779325.81100279517.181685.35479647.362123.980322.171088.86280520.03

17、1681.47480648.672117.4181313.271063.28281495.321607.53481640.192125.382311.971065.56282512.421658.6482638.752102.0683310.651059.87283527.351699.25483645.532101.1484325.711109.09284531.531710.32484643.322125.6185335.391147.71285536.251720.45485638.642119.1486338.951168.72286545.111747.24486617.392104

18、.7587352.91213.65287540.711730.5487620.332032.4488349.311202.89288557.41775.91488617.192045.8989358.771236.05289561.241791.44489618.462034.5890372.161283.02290558.631788.81490626.182043.1191370.491277.15291565.361810.98491609.622065.6192370.871279.33292560.991800.23492604.772008.03933801311.59293557

19、.931801493599.511995.3294374.681287.93294545.431760.69494582.431979.9495370.141268.32295549.831771.2495590.341930.1496378.041285.58296561.671809.14496589.861956.9797389.321326.52297566.021819.9497591.361961.2298392.211333.64298569.971826.06498591.851963.5399397.351348.61299568.871821.17499586.781963

20、.2100402.361364.34300563.851807.33500585.681946.48101407.011370.39301569.561831.55501591.311941.96102422.71427.71302569.11833.67502587.291967.55103406.271387.59303556.391795.06503570.961953.22104428.561460.17304562.071813.5504568.261909.33105440.841501.01305565.461828.71505575.811907.26106443.881498

21、.92306569.221847.03506583.441936.35107460.181546.41307565.271841.06507586.251954.69108467.91564.44308562.361837.4508585.411962.04109481.051606.5309562.721833.47509589.221959.181104981654.11310562.681832.78510595.521965.12111479.851593.86311555.451806.83511595.121985.11112512.751693.16312566.931836.3

22、2512596.291984.2113525.141739.2313567.481836.64513597.31990.06114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157507.591689.43314559.411806.64514601.621991.18466.631560.79315540.751752.69515606.752000.9485.591613.533165

23、29.321724.05516608.862011.66475.941581.82317529.261720.61517604.362012.55455.21517.25318522.221704.59518610.51998.7470.641568.65319529.911724.54519612.542018.62476.11577.99320530.031725.4520613.342022.6478.831584.75321542.421758.54521619.652020.24471.521559.73322550.841777.83522624.632036.62456.1115

24、24.82323565.571824.74523629.722045.79468.931559.523245661832.08524635.242066.39465.381549.34325572.181855.49525623.552087.53454.151519.74326579.721880.7526634.182053.54438.271479.08327580.331879.62527641.942089.88469.071574.6328586.51898.75528642.052107.26477.141609.81329579.71877.47529638.22106.874

25、57.921550.73330584.211894.55530642.122101.66467.231585.98331587.311903.49531645.032112.78472.31602.03332591.41916.25532642.162125.08469.581590.71333584.961899.09533631.92123.05472.871597.2334594.591925.54534640.052090.72472.441595.86335596.891935.03535638.662112.6473.191601.46336591.361925.21536641.

26、72108.61479.091616.28337584.161900.79537645.322117.37480.261626.84338586.611912.56538645.962128.48485.271649.133395941938.67539646.522131.4484.81653.54340592.031932.29540648.662134.8483.181646.59341594.191942.29541655.242145.4479.151628.84342590.421926.94542656.512168.06471.81602.15343589.011915.215

27、43654.32176.68465.181583.4344584.871895.35544653.352172.56463.281575.64345592.471913.13545647.582172.87461.551571.9346593.111913.9546645.352152.34456.461560.07347600.581939.63547649.032150.43460.811576.41348606.551948.64548636.052166.17460.81581.93349606.911942.9549631.942119.18477.741637.74350607.6

28、31947.48550635.052105.06474.981628.93351606.141937.26551636.322115.11477.861645352602.061928.11552641.862119.18479.971648.47353591.041895.64553641.272137.99473.251625.77354596.711907.93554644.122132.89475.711638.23355596.21909.19555645.822147.28476.191633.9356594.151902.55556650.62155.41471.781619.0

29、4357601.671932.79557653.332178.47158474.431627.12358605.691948.02558656.112191.06159466.071599.55359609.561960.54559653.542199.51160469.941611.96360612.351973.37560656.882194.65161464.331587.89361613.321979.25616602203.37162458.31560.68362615.141987.19562659.562213.6163459.391562.79363610.261982.485

30、63655.822210.34164462.571571.6364614.321993.99564656.142197.6165490.461675.12365615.011998.43565655.222198.3166486.081659.93366614.241991.56566650.642193.58167489.931670.14367615.391996.34567649.912179.7168490.581672.89368613.021989.24568658.482180.28169486.191662.8369614.991996.58569659.362211.2170

31、482.51645.51370619.242012.32570659.642214.261714831648.56371619.632012.35571658.642219.59172477.741633.84372621.522012.79572660.092226.78173476.71625.59373624.92023.54573663.782234.99174475.741617.06374625.752028.15574660.282238.5175471.911604.2375627.022030.68575658.292229.81176476.331619.33376630.

32、162036.3576656.32223.07177472.051602.16377625.482026.36577659.32214.62178468.771591.43378629.232039.42578664.852222.96179467.091584.95379633.512049.92579653.642242.42180464.741570.7380635.032061.18580657.462202.4181455.751534.52381634.52065.94581645.232210.97182452.331522.48382634.142062.67582646.75

33、2167.65183455.941537.8383637.962076.3583643.962170.45184447.291507.42384638.432076.82584650.72163.12185445.021508.73385638.722083.47585656.362189.15186455.461543.8386639.372091.59586662.472206.07187443.511501.67387643.852090.18587663.112230.2188432.711470.9388632.992108.69588662.042233.591894361485.

34、83389627.162074.7589658.342229.83190425.821458.53390631.012057.92590658.272219.25191438.261497.46391636.462071.16591654.172218.03192430.751468.27392639.922086.7592655.512205.99193435.961482.67393642.552100.59593653.422211.83194451.581536.82394635.142105.48594646.712202.06195444.941514.53395617.42207

35、6.14595643.032181.66196442.071504.56396611.532021.2596643.412170.52197437.461493.1397616.551999.86597650.352169.66198436.581487.47398604.522010.6598643.682189.79199434.251475.68399593.731963.79599643.62168.74200430.11464.83400601.741925.91600642.692165.49实验步骤】1)创建一个1-661的截面序列工作文件，创建变量，并输入数据。EVievjsF

36、ileEditObjectViewProcQuickOptionsAdd-insWindowHelpProcObjectPrintNameFrieeieDefault亍SortEdit*/-SmpK/-datasrshView叵Group:UNTTTLEDWorkfile:UNTTTLED:UntitledSZSH64953104001322.700650526.29001318.4206E1522.48001907.020652521.43001794.9606E351444001793.890654512.96001767.82055512.96001764.940656501.00001

37、764.8B0657506.74001726.540658483.71001744.640559475.3500-1686.6201660488.66001638.330661484.45001691.330Range:1661Sample:1661-residshsz(View|proc|Object!|38.TCompare*/-(2)做序列SZ、SH的变化图，同时打开SZ、SH,点击View-Graph。工EViewsFileEditObjectViewProcQuickOptionsAdd-insWindowHelplata,szsh|View|Proc|Object|Range:16

38、61Sample:1661cresidlshszGroup:UNTITLEDWorkfile:UNTITLED:UntitledProc|ObjectPrintNameFreezeDefaultSortEdit*/-Smpl+/-Compare/-XViewGroupMembersSpreadsheetDatedDataTableGraph.DescriptiveStatsCovariianeeAnalysis.N-WayTabulation.TestsofEquality.PrincipalCQmpon亡nts；Correlagram(1).CrossCorrelation(2.lSH700tl200209600908209403805406406203303305SH叵IGroup;UNTITLEDWorltfile:UNTrTLED;:Unti